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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
446Quantpedia Premium (Buy Premium account to see this strategy)     
173Quantpedia Premium (Buy Premium account to see this strategy)     
289Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities39.4%21.65%arbitrage, pairs trading, spread trading
463Quantpedia Premium (Buy Premium account to see this strategy)     
437Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
197Quantpedia Premium (Buy Premium account to see this strategy)     
339Quantpedia Premium (Buy Premium account to see this strategy)     
360Quantpedia Premium (Buy Premium account to see this strategy)     
479Quantpedia Premium (Buy Premium account to see this strategy)     
475Quantpedia Premium (Buy Premium account to see this strategy)     
385Quantpedia Premium (Buy Premium account to see this strategy)     
189Quantpedia Premium (Buy Premium account to see this strategy)     
177Quantpedia Premium (Buy Premium account to see this strategy)     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
183Quantpedia Premium (Buy Premium account to see this strategy)     
138Quantpedia Premium (Buy Premium account to see this strategy)     
412Quantpedia Premium (Buy Premium account to see this strategy)     
417Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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